+39.0%
ENTG vs IP
+21.5%
+17.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.1% |
| 7D | +2.8% | -5.3% | +8.1% | +5.6% |
| 30D | -4.7% | -10.9% | +6.2% | +0.7% |
| 3M | -0.7% | +11.2% | -11.9% | -7.0% |
| 6M | +7.7% | -10.2% | +17.9% | +11.6% |
| YTD | +65.1% | -2.0% | +67.1% | +62.7% |
| 1Y | +74.8% | -19.1% | +93.9% | +88.4% |
| All | +39.0% | +21.5% | +17.5% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling